+747.9%
PH vs P
+713.7%
+34.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.7% | +2.0% |
| 7D | +2.0% | -23.8% | +25.8% | +8.0% |
| 30D | -3.7% | -36.6% | +33.0% | +6.1% |
| 3M | -14.0% | +10.9% | -24.9% | -18.0% |
| 6M | +2.1% | +30.0% | -27.9% | -8.1% |
| YTD | +5.1% | +44.4% | -39.3% | -9.1% |
| 1Y | +10.9% | +3.9% | +7.0% | +2.3% |
| 3Y | +132.9% | +176.6% | -43.6% | +51.3% |
| 5Y | +200.1% | +249.3% | -49.2% | +74.5% |
| All | +747.9% | +713.7% | +34.2% | +283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling